1 files changed, 0 insertions, 62 deletions
diff --git a/mapping_fast.R b/mapping_fast.R
deleted file mode 100644
index 1692f3fd..00000000
--- a/mapping_fast.R
+++ /dev/null
@@ -1,62 +0,0 @@
-library(RPostgreSQL)
-library(data.table)
-library(hash)
-options(stringsAsFactors=FALSE)
-drv <- dbDriver("PostgreSQL")
-dbCon <- dbConnect(drv, dbname="ET", user="et_user", password="Serenitas;1", host="192.168.1.108")
-markitdata <- dbGetQuery(dbCon, "select * from latest_markit_prices")
-CLOmap <- dbGetQuery(dbCon, "select * from dealcusipmapping")
-intexdata <- dbGetQuery(dbCon, sprintf("select * from et_historical_collateral('%s')",Sys.Date()))
-
-bbgmap <- read.csv(file="//WDSENTINEL/share/CorpCDOs/data/lx-bbgmap.csv", header = TRUE, colClasses = "character")
-bbgmap <- data.table(bbgmap, key="cusip")
-RMBSmap <- read.csv(file="//WDSENTINEL/share/CorpCDOs/data/MTGECusips.csv", header = FALSE, colClasses = "character")
-markitdata$mid <-(markitdata$bid + markitdata$offer)/2
-markitdata$spread <- markitdata$spread/100
-
-toscrub <- c(' LLC.?$', ', INC.?$', ' Inc.?$',' GMBH.?$', ' SA$', ' LTD$', ' PLC$',
-             ' CORP$', ' S A.?$', ' S.A.?$', ' BV$', ' AB$', ' LP$', ' N.V.?$',
-             ' AG$', ' CO.?$', ' HLDG.?$', ' HLDGS?$', ' S P A$', ' S.P.A.?$',
-             ' A/S$', ' Holdings$', ' B.V.$',"\\(", "\\)")
-intexdata$scrubedissuer <- tolower(intexdata$issuername)
-markitdata$scrubedissuer <- tolower(markitdata$issuer)
-for (i in 1:length(toscrub)){
-    markitdata$scrubedissuer <- gsub(toscrub[i], '', markitdata$scrubedissuer, ignore.case = TRUE)
-    intexdata$scrubedissuer <- gsub(toscrub[i], '', intexdata$scrubedissuer, ignore.case = TRUE)
-}
-markitdata <- data.table(markitdata, key="scrubedissuer")
-
-intexdatatomap <- intexdata[is.na(intexdata$loanxid),]
-intexdatatomap <- data.frame(intexdatatomap,src=rep(NA,nrow(intexdatatomap)))
-
-a <- unique(intexdatatomap$scrubedissuer)
-b <- unique(markitdata$scrubedissuer)
-levdist <- adist(a, b, costs=c("ins"=1, "del"=1, "sub"=3))
-ratio <- (outer(nchar(a), nchar(b), "+")-levdist)/outer(nchar(a), nchar(b), "+")
-index <- hash(a,1:length(a))
-rownames(ratio) <- a
-
-for (i in 1:nrow(intexdatatomap)){
-    #Match CUSIP vs. LoanxID
-    matched0 <- bbgmap[intexdatatomap$cusip[i]]$loanxid
-    if(!is.na(matched0[1])){
-        intexdatatomap$loanxid[i] <- matched0[1]
-        intexdatatomap$src[i] <- "CUSIPMapped"
-        next
-    }
-
-    issuermatch <- b[ratio[index[[intexdatatomap$scrubedissuer[i]]],]>=0.9]
-    if( length(issuermatch) == 0){
-        next
-    }else{
-        issuermatch <- markitdata[issuermatch]
-        issuermatch <- issuermatch[!is.na(issuermatch$spread) & !is.na(issuermatch$maturity),]
-        spreadmatch <- abs(issuermatch$spread-intexdatatomap$spread[i])<1
-        maturitymatch <- abs(issuermatch$maturity-intexdatatomap$maturity[i])<90
-        issuermatch <- issuermatch[spreadmatch & maturitymatch,]
-        if(nrow(issuermatch)>0){
-            intexdatatomap$loanxid[i] <- issuermatch$loanxid[1]
-            intexdatatomap$src[i] <- "loanxidmatched"
-        }
-    }
-}